* Add w:document/w:background; note that this is only visible in Windows Explorer file preview, or* Word's "Web layout" and "Full screen reading" document views (ie not Print Layout, Outline,
* or Draft). Checking Word options > Display > Printing options > Print background colors and images
* makes no difference to what you see in Print Layout, but it does change what you see in Print Preview.
*
* This is different to a watermark, which is set via the headers (see WatermarkPicture sample for that),
* which is probably what you want.

Sorry. I was not clear about differences between watermark and background, that's why when I created a docx with watermark I did not see the background element. Thank you very much for the comments making me see where I was wrong.

No worries, its quite understandable .. from an XML point of view adding w:document/w:background seems much more intuitive than setting something in the header. And yet, as far as the Word interface is concerned, w:document/w:background seems to be an obscure artifact of Microsoft's half-hearted effort at Word HTML interop 15 years ago, which is only in the OpenXML spec because it is intended as 100% compatible with RTF and the legacy Word binary file format. I think I'll write a little blog post on this